Free infinite divisibility for powers of random variables

zbMATH Open1357.46060arXiv1509.08614MaRDI QIDQ2805294FDOQ2805294

Authors: Takahiro Hasebe 

Publication date: 11 May 2016

Published in: ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Abstract: We prove that $X^r$ follows an FID distribution if: (1) $X$ follows a free Poisson distribution without an atom at 0 and $rin(-infty,0]cup[1,infty)$; (2) $X$ follows a free Poisson distribution with an atom at 0 and $rgeq1$; (3) $X$ follows a mixture of some HCM distributions and $|r|geq1$; (4) $X$ follows some beta distributions and $r$ is taken from some interval. In particular, if $S$ is a standard semicircular element then $|S{|}^r$ is freely infinitely divisible for $rin(-infty,0]cup[2,infty)$. Also we consider the symmetrization of the above probability measures, and in particular show that $|S{|}^r,extsign(S)$ is freely infinitely divisible for $rgeq2$. Therefore $S^n$ is freely infinitely divisible for every $ninmathbbN$. The results on free Poisson and semicircular random variables have a good correspondence with classical ID properties of powers of gamma and normal random variables.

Full work available at URL: https://arxiv.org/abs/1509.08614

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zbMATH Keywords

free Poisson distributionfree infinite divisibilityhyperbolic complete monotonicitysemicircle distributionfree regularity

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Free probability and free operator algebras (46L54)

Cited In (12)

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• Free infinite divisibility of free multiplicative mixtures of the Wigner distribution
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